+1,003.0%
BE vs BR
+63.9%
+939.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.9% |
| 7D | +9.0% | -3.0% | +12.0% | +11.0% |
| 30D | +16.3% | -0.3% | +16.6% | +15.6% |
| 3M | +10.8% | +17.3% | -6.5% | -5.3% |
| 6M | +73.2% | -6.7% | +79.9% | +73.7% |
| YTD | +217.4% | -23.4% | +240.8% | +263.5% |
| 1Y | +309.8% | -32.7% | +342.5% | +421.3% |
| 3Y | +1,726.2% | -5.9% | +1,732.1% | +1,607.8% |
| 5Y | +1,306.2% | +8.4% | +1,297.7% | +1,052.7% |
| All | +1,003.0% | +63.9% | +939.1% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling